Title: Warped Proximal Iterations for Multivariate Convex Minimization in Hilbert SpacesSpeaker: Minh Bui Affiliation: University of Waterloo Zoom: Please email Emma Watson
We propose a multivariate convex minimization model which involves a mix of nonsmooth and smooth functions, as well as linear mixtures of the variables. This formulation captures a wide range of concrete scenarios in the literature. A limitation of existing methods is that they do not achieve full splitting of our problem in the sense that each function and linear operator is activated separately. To circumvent this issue, we propose a novel approach, called warped proximal iterations, for solving this problem.